| Titre | GitHub WonderTrader 0.9.9 Expected Behavior Violation |
|---|
| Description | WonderTrader updates _undone_qty with the full strategy signal before ActionPolicy determines the actual order quantity. When ActionPolicy clips or blocks an order, the internal pending-order state can retain phantom volume that does not correspond to any broker-side live order. Execution modules such as TWAP, VWAP, and MinImpact trust this stale pending volume when deciding whether to cancel existing orders or submit new ones. During a later target-position reduction, the executor can treat the phantom volume as an opposite live order, call the cancellation path, and return before generating the required reducing order. This causes internal order state to diverge from actual broker state and prevents the intended position adjustment during that execution cycle. |
|---|
| La source | ⚠️ https://my.feishu.cn/wiki/VbQqwEcrJiYOd0khs0Jchw76nhd?from=from_copylink |
|---|
| Utilisateur | sannomiya (UID 98147) |
|---|
| Soumission | 21/06/2026 16:38 (il y a 2 mois) |
|---|
| Modérer | 07/08/2026 10:39 (2 months later) |
|---|
| Statut | Accepté |
|---|
| Entrée VulDB | 386958 [WonderTrader jusqu’à 0.9.9 Pending Order TraderAdapter.h _undone_qty getUndoneQty élévation de privilèges] |
|---|
| Points | 20 |
|---|